iShares Core MSCI Europe ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.67% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 18.50 | |
| 0.1467 | 20.46 | |
| 0.8165 | 119.81 |
Estimation Period:
Jun 12, 2014 to Feb 6, 2026
Jun 12, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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